1*a4963045SJacob Faibussowitsch #pragma once 2aad13602SShrirang Abhyankar #include <petsc/private/taoimpl.h> 3aad13602SShrirang Abhyankar 4aad13602SShrirang Abhyankar /* 5aad13602SShrirang Abhyankar Context for Primal-Dual Interior-Point Method 6aad13602SShrirang Abhyankar See the document pdipm.pdf 7aad13602SShrirang Abhyankar */ 8aad13602SShrirang Abhyankar 9aad13602SShrirang Abhyankar typedef struct { 10aad13602SShrirang Abhyankar /* Sizes (n = local, N = global) */ 11aad13602SShrirang Abhyankar PetscInt nx, Nx; /* Decision variables nx = nxfixed + nxub + nxlb + nxbox + nxfree */ 12aad13602SShrirang Abhyankar PetscInt nxfixed, Nxfixed; /* Fixed decision variables */ 13aad13602SShrirang Abhyankar PetscInt nxlb, Nxlb; /* Decision variables with lower bounds only */ 14aad13602SShrirang Abhyankar PetscInt nxub, Nxub; /* Decision variables with upper bounds only */ 15aad13602SShrirang Abhyankar PetscInt nxbox, Nxbox; /* Decision variables with box constraints */ 16aad13602SShrirang Abhyankar PetscInt nxfree, Nxfree; /* Free variables */ 17aad13602SShrirang Abhyankar PetscInt ng, Ng; /* user equality constraints g(x) = 0. */ 18aad13602SShrirang Abhyankar PetscInt nh, Nh; /* user inequality constraints h(x) >= 0. */ 19aad13602SShrirang Abhyankar PetscInt nce, Nce; /* total equality constraints. nce = ng + nxfixed */ 20aad13602SShrirang Abhyankar PetscInt nci, Nci; /* total inequality constraints nci = nh + nxlb + nxub + 2*nxbox */ 21aad13602SShrirang Abhyankar PetscInt n, N; /* Big KKT system size n = nx + nce + 2*nci */ 22aad13602SShrirang Abhyankar 23aad13602SShrirang Abhyankar /* Vectors */ 24aad13602SShrirang Abhyankar Vec X; /* R^n - Big KKT system vector [x; lambdae; lambdai; z] */ 25aad13602SShrirang Abhyankar Vec x; /* R^nx - work vector, same layout as tao->solution */ 26aad13602SShrirang Abhyankar Vec lambdae; /* R^nce - vector, shares local arrays with X */ 27aad13602SShrirang Abhyankar Vec lambdai; /* R^nci - vector, shares local arrays with X */ 28aad13602SShrirang Abhyankar Vec z; /* R^nci - vector, shares local arrays with X */ 29aad13602SShrirang Abhyankar 30aad13602SShrirang Abhyankar /* Work vectors */ 316aad120cSJose E. Roman Vec lambdae_xfixed; /* Equality constraints lagrangian multiplier vector for fixed variables */ 326aad120cSJose E. Roman Vec lambdai_xb; /* User inequality constraints lagrangian multiplier vector */ 33aad13602SShrirang Abhyankar 34aad13602SShrirang Abhyankar /* Lagrangian equality and inequality Vec */ 35aad13602SShrirang Abhyankar Vec ce, ci; /* equality and inequality constraints */ 36aad13602SShrirang Abhyankar 37aad13602SShrirang Abhyankar /* Offsets for subvectors */ 38aad13602SShrirang Abhyankar PetscInt off_lambdae, off_lambdai, off_z; 39aad13602SShrirang Abhyankar 40aad13602SShrirang Abhyankar /* Scalars */ 41aad13602SShrirang Abhyankar PetscReal L; /* Lagrangian = f(x) - lambdae^T*ce(x) - lambdai^T*(ci(x) - z) - mu*sum_{i=1}^{Nci}(log(z_i)) */ 42aad13602SShrirang Abhyankar PetscReal gradL; /* gradient of L w.r.t. x */ 43aad13602SShrirang Abhyankar 44aad13602SShrirang Abhyankar /* Matrices */ 45aad13602SShrirang Abhyankar Mat Jce_xfixed; /* Jacobian of equality constraints cebound(x) = J(nxfixed) */ 46aad13602SShrirang Abhyankar Mat Jci_xb; /* Jacobian of inequality constraints Jci = [tao->jacobian_inequality ; J(nxub); J(nxlb); J(nxbx)] */ 47aad13602SShrirang Abhyankar Mat K; /* KKT matrix */ 48aad13602SShrirang Abhyankar 49aad13602SShrirang Abhyankar /* Parameters */ 50aad13602SShrirang Abhyankar PetscReal mu; /* Barrier parameter */ 51aad13602SShrirang Abhyankar PetscReal mu_update_factor; /* Multiplier for mu update */ 5209ee8bb0SRylee Sundermann PetscReal deltaw; 5309ee8bb0SRylee Sundermann PetscReal lastdeltaw; 5409ee8bb0SRylee Sundermann PetscReal deltac; 55aad13602SShrirang Abhyankar 56aad13602SShrirang Abhyankar /* Tolerances */ 57aad13602SShrirang Abhyankar 58aad13602SShrirang Abhyankar /* Index sets for types of bounds on variables */ 59aad13602SShrirang Abhyankar IS isxub; /* Finite upper bound only -inf < x < ub */ 60aad13602SShrirang Abhyankar IS isxlb; /* Finite lower bound only lb <= x < inf */ 61aad13602SShrirang Abhyankar IS isxfixed; /* Fixed variables lb = x = ub */ 62aad13602SShrirang Abhyankar IS isxbox; /* Boxed variables lb <= x <= ub */ 63aad13602SShrirang Abhyankar IS isxfree; /* Free variables -inf <= x <= inf */ 64aad13602SShrirang Abhyankar 65aad13602SShrirang Abhyankar /* Index sets for PC fieldsplit */ 66aad13602SShrirang Abhyankar IS is1, is2; 67aad13602SShrirang Abhyankar 68aad13602SShrirang Abhyankar /* Options */ 69aad13602SShrirang Abhyankar PetscBool monitorkkt; /* Monitor KKT */ 70aad13602SShrirang Abhyankar PetscReal push_init_slack; /* Push initial slack variables (z) away from bounds */ 71aad13602SShrirang Abhyankar PetscReal push_init_lambdai; /* Push initial inequality variables (lambdai) away from bounds */ 72aad13602SShrirang Abhyankar PetscBool solve_reduced_kkt; /* Solve Reduced KKT with fieldsplit */ 7312d688e0SRylee Sundermann PetscBool solve_symmetric_kkt; /* Solve non-reduced symmetric KKT system */ 7409ee8bb0SRylee Sundermann PetscBool kkt_pd; /* Add deltaw and deltac shifts to make KKT matrix positive definite */ 75aad13602SShrirang Abhyankar 76aad13602SShrirang Abhyankar SNES snes; /* Nonlinear solver */ 77aad13602SShrirang Abhyankar Mat jac_equality_trans, jac_inequality_trans; /* working matrices */ 78aad13602SShrirang Abhyankar 79aad13602SShrirang Abhyankar PetscReal obj; /* Objective function */ 80aad13602SShrirang Abhyankar 81aad13602SShrirang Abhyankar /* Offsets for parallel assembly */ 82aad13602SShrirang Abhyankar PetscInt *nce_all; 83aad13602SShrirang Abhyankar } TAO_PDIPM; 84